Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.8102 | 0 |
1 | 0.90051 | 7.0332 | 0 |
2 | 0.801542 | 6.2602 | 0 |
3 | 0.707506 | 5.5258 | 0 |
4 | 0.614219 | 4.7972 | 5e-06 |
5 | 0.533509 | 4.1668 | 4.9e-05 |
6 | 0.452659 | 3.5354 | 0.000392 |
7 | 0.371006 | 2.8976 | 0.002608 |
8 | 0.288398 | 2.2525 | 0.013951 |
9 | 0.206845 | 1.6155 | 0.055681 |
10 | 0.129185 | 1.009 | 0.158487 |
11 | 0.056101 | 0.4382 | 0.331409 |
12 | -0.010631 | -0.083 | 0.532949 |
13 | -0.061546 | -0.4807 | 0.683773 |
14 | -0.105919 | -0.8273 | 0.794341 |
15 | -0.148283 | -1.1581 | 0.874336 |
16 | -0.194107 | -1.516 | 0.932661 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.90051 | 7.0332 | 0 |
1 | -0.049591 | -0.3873 | 0.650065 |
2 | -0.028781 | -0.2248 | 0.588551 |
3 | -0.051045 | -0.3987 | 0.654238 |
4 | 0.009677 | 0.0756 | 0.469999 |
5 | -0.053834 | -0.4205 | 0.662185 |
6 | -0.057569 | -0.4496 | 0.672714 |
7 | -0.064877 | -0.5067 | 0.692906 |
8 | -0.054901 | -0.4288 | 0.665207 |
9 | -0.04714 | -0.3682 | 0.642991 |
10 | -0.044929 | -0.3509 | 0.636567 |
11 | -0.0363 | -0.2835 | 0.611128 |
12 | 0.016845 | 0.1316 | 0.447882 |
13 | -0.023415 | -0.1829 | 0.572251 |
14 | -0.043717 | -0.3414 | 0.633027 |
15 | -0.076292 | -0.5959 | 0.723263 |
16 | -0.067075 | -0.5239 | 0.698867 |